Count exit fees in live/SIM net PnL as entry fee x2.

Co-authored-by: Cursor <cursoragent@cursor.com>

backend/app/live/live_pnl.py

@@ -37,8 +37,8 @@ def enrich_live_unrealized(
 ) -> dict[str, Any]:
     """
     在 Matcher.unrealized 结果上覆盖 LIVE 口径：
-    net = 永续交易所UPL + 期权净盈亏(本地) − 已付手续费 + 资金费(signed)
-    不再扣预估平仓费。
+    net = 永续交易所UPL + 期权净盈亏(本地) − 入场手续费×2 + 资金费(signed)
+    离场手续费按入场手续费估算（开+平 ≈ 已付×2）。
     """
     if not base.get("has_position"):
         return base
@@ -72,25 +72,9 @@ def enrich_live_unrealized(
         logger.warning("live unrealized exchange overlay failed: %s", e)
 
     option_upl = float(base.get("option_upl") or 0.0)  # 期权净盈亏（本地）
-    # LIVE 达标口径：必须扣预估平仓手续费（与 SIM / 策略说明一致）
-    try:
-        from ..config import get_settings
-
-        fr = float(get_settings().fee_rate or 0.0005)
-    except Exception:
-        fr = 0.0005
-    notional_est = abs(float(base.get("perp_notional") or 0.0)) + abs(
-        float(base.get("option_notional") or 0.0)
-    )
-    if notional_est <= 0:
-        # 兜底：用标记价粗算
-        notional_est = abs(float(base.get("spot") or 0.0)) * (
-            abs(float(base.get("perp_qty_eth") or 0.0))
-            + abs(float(base.get("option_qty_eth") or 0.0))
-        )
-    est_close = max(0.0, notional_est * fr * 2.0)
-    # 资金费 signed：付出为负；再减估平仓费
-    net_pnl = perp_upl + option_upl - fees_paid + funding - est_close
+    # 盯盘/达标：离场费 ≈ 入场费 → 合计扣 已付×2
+    est_close = float(fees_paid)
+    net_pnl = perp_upl + option_upl - fees_paid * 2.0 + funding
 
     out = dict(base)
     out["perp_upl"] = perp_upl